# GodStraNew Strategy # Author: @Mablue (Masoud Azizi) # github: https://github.com/mablue/ # freqtrade hyperopt --hyperopt-loss SharpeHyperOptLoss --spaces buy roi trailing sell --strategy GodStraNew # --- Do not remove these libs --- from datetime import timedelta, datetime from freqtrade import data from freqtrade.persistence import Trade from freqtrade.strategy.parameters import CategoricalParameter, DecimalParameter, IntParameter from numpy.lib import math from freqtrade.strategy.interface import IStrategy, SellCheckTuple from pandas import DataFrame # -------------------------------- # Add your lib to import here # TODO: talib is fast but have not more indicators import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib from functools import reduce import numpy as np from random import shuffle # TODO: this gene is removed 'MAVP' cuz or error on periods all_god_genes = { 'Overlap Studies': { 'BBANDS-0', # Bollinger Bands 'BBANDS-1', # Bollinger Bands 'BBANDS-2', # Bollinger Bands 'DEMA', # Double Exponential Moving Average 'EMA', # Exponential Moving Average 'HT_TRENDLINE', # Hilbert Transform - Instantaneous Trendline 'KAMA', # Kaufman Adaptive Moving Average 'MA', # Moving average 'MAMA-0', # MESA Adaptive Moving Average 'MAMA-1', # MESA Adaptive Moving Average # TODO: Fix this # 'MAVP', # Moving average with variable period 'MIDPOINT', # MidPoint over period 'MIDPRICE', # Midpoint Price over period 'SAR', # Parabolic SAR 'SAREXT', # Parabolic SAR - Extended 'SMA', # Simple Moving Average 'T3', # Triple Exponential Moving Average (T3) 'TEMA', # Triple Exponential Moving Average 'TRIMA', # Triangular Moving Average 'WMA', # Weighted Moving Average }, 'Momentum Indicators': { 'ADX', # Average Directional Movement Index 'ADXR', # Average Directional Movement Index Rating 'APO', # Absolute Price Oscillator 'AROON-0', # Aroon 'AROON-1', # Aroon 'AROONOSC', # Aroon Oscillator 'BOP', # Balance Of Power 'CCI', # Commodity Channel Index 'CMO', # Chande Momentum Oscillator 'DX', # Directional Movement Index 'MACD-0', # Moving Average Convergence/Divergence 'MACD-1', # Moving Average Convergence/Divergence 'MACD-2', # Moving Average Convergence/Divergence 'MACDEXT-0', # MACD with controllable MA type 'MACDEXT-1', # MACD with controllable MA type 'MACDEXT-2', # MACD with controllable MA type 'MACDFIX-0', # Moving Average Convergence/Divergence Fix 12/26 'MACDFIX-1', # Moving Average Convergence/Divergence Fix 12/26 'MACDFIX-2', # Moving Average Convergence/Divergence Fix 12/26 'MFI', # Money Flow Index 'MINUS_DI', # Minus Directional Indicator 'MINUS_DM', # Minus Directional Movement 'MOM', # Momentum 'PLUS_DI', # Plus Directional Indicator 'PLUS_DM', # Plus Directional Movement 'PPO', # Percentage Price Oscillator 'ROC', # Rate of change : ((price/prevPrice)-1)*100 # Rate of change Percentage: (price-prevPrice)/prevPrice 'ROCP', 'ROCR', # Rate of change ratio: (price/prevPrice) # Rate of change ratio 100 scale: (price/prevPrice)*100 'ROCR100', 'RSI', # Relative Strength Index 'STOCH-0', # Stochastic 'STOCH-1', # Stochastic 'STOCHF-0', # Stochastic Fast 'STOCHF-1', # Stochastic Fast 'STOCHRSI-0', # Stochastic Relative Strength Index 'STOCHRSI-1', # Stochastic Relative Strength Index # 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA 'TRIX', 'ULTOSC', # Ultimate Oscillator 'WILLR', # Williams' %R }, 'Volume Indicators': { 'AD', # Chaikin A/D Line 'ADOSC', # Chaikin A/D Oscillator 'OBV', # On Balance Volume }, 'Volatility Indicators': { 'ATR', # Average True Range 'NATR', # Normalized Average True Range 'TRANGE', # True Range }, 'Price Transform': { 'AVGPRICE', # Average Price 'MEDPRICE', # Median Price 'TYPPRICE', # Typical Price 'WCLPRICE', # Weighted Close Price }, 'Cycle Indicators': { 'HT_DCPERIOD', # Hilbert Transform - Dominant Cycle Period 'HT_DCPHASE', # Hilbert Transform - Dominant Cycle Phase 'HT_PHASOR-0', # Hilbert Transform - Phasor Components 'HT_PHASOR-1', # Hilbert Transform - Phasor Components 'HT_SINE-0', # Hilbert Transform - SineWave 'HT_SINE-1', # Hilbert Transform - SineWave 'HT_TRENDMODE', # Hilbert Transform - Trend vs Cycle Mode }, 'Pattern Recognition': { 'CDL2CROWS', # Two Crows 'CDL3BLACKCROWS', # Three Black Crows 'CDL3INSIDE', # Three Inside Up/Down 'CDL3LINESTRIKE', # Three-Line Strike 'CDL3OUTSIDE', # Three Outside Up/Down 'CDL3STARSINSOUTH', # Three Stars In The South 'CDL3WHITESOLDIERS', # Three Advancing White Soldiers 'CDLABANDONEDBABY', # Abandoned Baby 'CDLADVANCEBLOCK', # Advance Block 'CDLBELTHOLD', # Belt-hold 'CDLBREAKAWAY', # Breakaway 'CDLCLOSINGMARUBOZU', # Closing Marubozu 'CDLCONCEALBABYSWALL', # Concealing Baby Swallow 'CDLCOUNTERATTACK', # Counterattack 'CDLDARKCLOUDCOVER', # Dark Cloud Cover 'CDLDOJI', # Doji 'CDLDOJISTAR', # Doji Star 'CDLDRAGONFLYDOJI', # Dragonfly Doji 'CDLENGULFING', # Engulfing Pattern 'CDLEVENINGDOJISTAR', # Evening Doji Star 'CDLEVENINGSTAR', # Evening Star 'CDLGAPSIDESIDEWHITE', # Up/Down-gap side-by-side white lines 'CDLGRAVESTONEDOJI', # Gravestone Doji 'CDLHAMMER', # Hammer 'CDLHANGINGMAN', # Hanging Man 'CDLHARAMI', # Harami Pattern 'CDLHARAMICROSS', # Harami Cross Pattern 'CDLHIGHWAVE', # High-Wave Candle 'CDLHIKKAKE', # Hikkake Pattern 'CDLHIKKAKEMOD', # Modified Hikkake Pattern 'CDLHOMINGPIGEON', # Homing Pigeon 'CDLIDENTICAL3CROWS', # Identical Three Crows 'CDLINNECK', # In-Neck Pattern 'CDLINVERTEDHAMMER', # Inverted Hammer 'CDLKICKING', # Kicking 'CDLKICKINGBYLENGTH', # Kicking - bull/bear determined by the longer marubozu 'CDLLADDERBOTTOM', # Ladder Bottom 'CDLLONGLEGGEDDOJI', # Long Legged Doji 'CDLLONGLINE', # Long Line Candle 'CDLMARUBOZU', # Marubozu 'CDLMATCHINGLOW', # Matching Low 'CDLMATHOLD', # Mat Hold 'CDLMORNINGDOJISTAR', # Morning Doji Star 'CDLMORNINGSTAR', # Morning Star 'CDLONNECK', # On-Neck Pattern 'CDLPIERCING', # Piercing Pattern 'CDLRICKSHAWMAN', # Rickshaw Man 'CDLRISEFALL3METHODS', # Rising/Falling Three Methods 'CDLSEPARATINGLINES', # Separating Lines 'CDLSHOOTINGSTAR', # Shooting Star 'CDLSHORTLINE', # Short Line Candle 'CDLSPINNINGTOP', # Spinning Top 'CDLSTALLEDPATTERN', # Stalled Pattern 'CDLSTICKSANDWICH', # Stick Sandwich # Takuri (Dragonfly Doji with very long lower shadow) 'CDLTAKURI', 'CDLTASUKIGAP', # Tasuki Gap 'CDLTHRUSTING', # Thrusting Pattern 'CDLTRISTAR', # Tristar Pattern 'CDLUNIQUE3RIVER', # Unique 3 River 'CDLUPSIDEGAP2CROWS', # Upside Gap Two Crows 'CDLXSIDEGAP3METHODS', # Upside/Downside Gap Three Methods }, 'Statistic Functions': { 'BETA', # Beta 'CORREL', # Pearson's Correlation Coefficient (r) 'LINEARREG', # Linear Regression 'LINEARREG_ANGLE', # Linear Regression Angle 'LINEARREG_INTERCEPT', # Linear Regression Intercept 'LINEARREG_SLOPE', # Linear Regression Slope 'STDDEV', # Standard Deviation 'TSF', # Time Series Forecast 'VAR', # Variance } } god_genes = set() ########################### SETTINGS ############################## # god_genes = {'SMA'} god_genes |= all_god_genes['Overlap Studies'] god_genes |= all_god_genes['Momentum Indicators'] god_genes |= all_god_genes['Volume Indicators'] god_genes |= all_god_genes['Volatility Indicators'] god_genes |= all_god_genes['Price Transform'] god_genes |= all_god_genes['Cycle Indicators'] god_genes |= all_god_genes['Pattern Recognition'] god_genes |= all_god_genes['Statistic Functions'] #timeperiods = [5, 6, 12, 15, 50, 55, 100, 110] timeperiods = [5, 10, 20, 50, 100] operators = [ "D", # Disabled gene ">", # Indicator, bigger than cross indicator "<", # Indicator, smaller than cross indicator "=", # Indicator, equal with cross indicator "C", # Indicator, crossed the cross indicator "CA", # Indicator, crossed above the cross indicator "CB", # Indicator, crossed below the cross indicator ">R", # Normalized indicator, bigger than real number "=R", # Normalized indicator, equal with real number "R", # Normalized indicator devided to cross indicator, bigger than real number "/=R", # Normalized indicator devided to cross indicator, equal with real number "/ 10) # TODO : it ill callculated in populate indicators. dataframe[indicator] = gene_calculator(dataframe, indicator) dataframe[crossed_indicator] = gene_calculator(dataframe, crossed_indicator) indicator_trend_sma = f"{indicator}-SMA-{TREND_CHECK_CANDLES}" if operator in ["UT", "DT", "OT", "CUT", "CDT", "COT"]: dataframe[indicator_trend_sma] = gene_calculator( dataframe, indicator_trend_sma) if operator == ">": condition = ( dataframe[indicator] > dataframe[crossed_indicator] ) elif operator == "=": condition = ( np.isclose(dataframe[indicator], dataframe[crossed_indicator]) ) elif operator == "<": condition = ( dataframe[indicator] < dataframe[crossed_indicator] ) elif operator == "C": condition = ( (qtpylib.crossed_below(dataframe[indicator], dataframe[crossed_indicator])) | (qtpylib.crossed_above( dataframe[indicator], dataframe[crossed_indicator])) ) elif operator == "CA": condition = ( qtpylib.crossed_above( dataframe[indicator], dataframe[crossed_indicator]) ) elif operator == "CB": condition = ( qtpylib.crossed_below( dataframe[indicator], dataframe[crossed_indicator]) ) elif operator == ">R": condition = ( dataframe[indicator] > real_num ) elif operator == "=R": condition = ( np.isclose(dataframe[indicator], real_num) ) elif operator == "R": condition = ( dataframe[indicator].div(dataframe[crossed_indicator]) > real_num ) elif operator == "/=R": condition = ( np.isclose(dataframe[indicator].div( dataframe[crossed_indicator]), real_num) ) elif operator == "/ dataframe[indicator_trend_sma] ) elif operator == "DT": condition = ( dataframe[indicator] < dataframe[indicator_trend_sma] ) elif operator == "OT": condition = ( np.isclose(dataframe[indicator], dataframe[indicator_trend_sma]) ) elif operator == "CUT": condition = ( ( qtpylib.crossed_above( dataframe[indicator], dataframe[indicator_trend_sma] ) ) & ( dataframe[indicator] > dataframe[indicator_trend_sma] ) ) elif operator == "CDT": condition = ( ( qtpylib.crossed_below( dataframe[indicator], dataframe[indicator_trend_sma] ) ) & ( dataframe[indicator] < dataframe[indicator_trend_sma] ) ) elif operator == "COT": condition = ( ( ( qtpylib.crossed_below( dataframe[indicator], dataframe[indicator_trend_sma] ) ) | ( qtpylib.crossed_above( dataframe[indicator], dataframe[indicator_trend_sma] ) ) ) & ( np.isclose( dataframe[indicator], dataframe[indicator_trend_sma] ) ) ) return condition, dataframe class GodStraJD3_6_53_1(IStrategy): # #################### RESULTS PASTE PLACE #################### # ROI table: minimal_roi = { "0": 1, # "600": 0.12, # "1200": 0.08, # "2400": 0.06, # "3600": 0.04, # "7289": 0 } # Stoploss: stoploss = -1 # Buy hypers timeframe = '5m' # Trailing stoploss trailing_stop = False trailing_stop_positive = 0.15 trailing_stop_positive_offset = 0.20 trailing_only_offset_is_reached = True plot_config = { # Main plot indicators (Moving averages, ...) 'main_plot': { 'bb_lowerband': {'color': 'red'}, 'bb_upperband': {'color': 'green'}, 'sma100': {'color': 'blue'}, 'sma10': {'color': 'yellow'}, 'min': {'color': 'white'}, 'max': {'color': 'white'}, 'sma20': {'color': 'cyan'} }, 'subplots': { # Subplots - each dict defines one additional plot "BB": { 'bb_width': {'color': 'white'}, 'bb_min': {'color': 'red'}, }, "Ind": { ind_1: {'color': 'green'}, ind_2: {'color': 'blue'}, ind_3: {'color': 'red'} }, "Ind2": { ind_4: {'color': 'green'}, ind_5: {'color': 'blue'}, ind_6: {'color': 'red'} }, "Profit": { 'profit': {'color': 'pink'}, }, "Rsi": { 'rsi': {'color': 'pink'}, }, # "rolling": { # 'bb_rolling': {'color': '#87e470'}, # "bb_rolling_min": {'color': '#ac3e2a'} # }, "percent": { "percent": {'color': 'green'}, "percent3": {'color': 'blue'}, "percent5": {'color': 'red'} } } } # #################### END OF RESULT PLACE #################### # TODO: Its not dry code! # Buy Hyperoptable Parameters/Spaces. buy_crossed_indicator0 = CategoricalParameter(god_genes_with_timeperiod, default="ADD-20", space='buy') buy_crossed_indicator1 = CategoricalParameter(god_genes_with_timeperiod, default="ASIN-6", space='buy') buy_crossed_indicator2 = CategoricalParameter(god_genes_with_timeperiod, default="CDLEVENINGSTAR-50", space='buy') buy_indicator0 = CategoricalParameter(god_genes_with_timeperiod, default="SMA-100", space='buy') buy_indicator1 = CategoricalParameter(god_genes_with_timeperiod, default="WILLR-50", space='buy') buy_indicator2 = CategoricalParameter(god_genes_with_timeperiod, default="CDLHANGINGMAN-20", space='buy') buy_operator0 = CategoricalParameter(operators, default="/ DataFrame: conditions = list() # TODO: Its not dry code! buy_indicator = self.buy_indicator0.value buy_crossed_indicator = self.buy_crossed_indicator0.value buy_operator = self.buy_operator0.value buy_real_num = self.buy_real_num0.value condition, dataframe = condition_generator( dataframe, buy_operator, buy_indicator, buy_crossed_indicator, buy_real_num ) conditions.append(condition) # backup buy_indicator = self.buy_indicator1.value buy_crossed_indicator = self.buy_crossed_indicator1.value buy_operator = self.buy_operator1.value buy_real_num = self.buy_real_num1.value condition, dataframe = condition_generator( dataframe, buy_operator, buy_indicator, buy_crossed_indicator, buy_real_num ) conditions.append(condition) buy_indicator = self.buy_indicator2.value buy_crossed_indicator = self.buy_crossed_indicator2.value buy_operator = self.buy_operator2.value buy_real_num = self.buy_real_num2.value condition, dataframe = condition_generator( dataframe, buy_operator, buy_indicator, buy_crossed_indicator, buy_real_num ) conditions.append(condition) if conditions: dataframe.loc[ ( (dataframe['close'].shift(2) < dataframe['bb_lowerband'].shift(2)) & (dataframe['bb_width'].shift(2) >= 0.12) & (dataframe['volume'].shift(2) * dataframe['close'].shift(2) / 1000 > 100) ) | ( (reduce(lambda x, y: x & y, conditions)) & (dataframe['volume10'] * dataframe['close'] / 1000 >= 100) & (dataframe['close'] < dataframe['sma20']) & (dataframe['close'] < dataframe['sma50']) # & (dataframe['sma10'].shift(1) <= dataframe['sma10']) # (dataframe['close'] * 0.99 < dataframe['bb_lowerband']) # (dataframe['rsi'] < 45) ), 'buy']=1 # print(len(dataframe.keys())) return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = list() # TODO: Its not dry code! sell_indicator = self.sell_indicator0.value sell_crossed_indicator = self.sell_crossed_indicator0.value sell_operator = self.sell_operator0.value sell_real_num = self.sell_real_num0.value condition, dataframe = condition_generator( dataframe, sell_operator, sell_indicator, sell_crossed_indicator, sell_real_num ) conditions.append(condition) sell_indicator = self.sell_indicator1.value sell_crossed_indicator = self.sell_crossed_indicator1.value sell_operator = self.sell_operator1.value sell_real_num = self.sell_real_num1.value condition, dataframe = condition_generator( dataframe, sell_operator, sell_indicator, sell_crossed_indicator, sell_real_num ) conditions.append(condition) sell_indicator = self.sell_indicator2.value sell_crossed_indicator = self.sell_crossed_indicator2.value sell_operator = self.sell_operator2.value sell_real_num = self.sell_real_num2.value condition, dataframe = condition_generator( dataframe, sell_operator, sell_indicator, sell_crossed_indicator, sell_real_num ) conditions.append(condition) #dataframe.loc[(dataframe['close'] < dataframe['bb_lowerband']),'sell']=1 # count = 0 # for coin, balance in self.wallets.get_all_balances().items(): # count = count + 1 # # print(coin, " ", balance) # if (count == self.config['max_open_trades']) & (current_profit < -0.04) \ # & ((current_time - trade.open_date_utc).seconds >= 3600 * 6): # self.lock_pair(pair, until=current_time + timedelta(hours=10)) # print("stop_short_loss", pair, trade, " profit=", current_profit, " rate=", current_rate, # "count=", count, "max=", self.config['max_open_trades']) # return 'stop_short_loss' # print("sell pair=", self.wallets.get_all_balances()[metadata['pair']]) # if conditions: # dataframe.loc[ # ( # reduce(lambda x, y: x & y, conditions) #(dataframe['percent3'] > 0) # # | (dataframe['percent3'] < -0.03) # ), # 'sell']=1 dataframe.loc[ ( (dataframe['close'] < dataframe['open']) & (dataframe['close'].shift(1) < dataframe['open'].shift(1)) & (dataframe['close'].shift(2) < dataframe['open'].shift(2)) & (dataframe['close'] < dataframe['bb_lowerband']) & (((dataframe['bb_lowerband'].shift(2) - dataframe['bb_lowerband']) / dataframe['bb_lowerband']) >= 0.02) # (((dataframe['close'].shift(1) - dataframe['close']) / dataframe['close']) >= 0.025) ), 'sell'] = 1 return dataframe